BIS Working Papers

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463: Monetary analysis and the global financial cycle: an Asian central bank perspective

Andrew Filardo, Hans Genberg and Boris Hofmann

462: The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru

Miguel Fuentes, Pablo Pincheira, Juan Julio, Hernan Rincon-Castro, Santiago Garcia-Verdu, Miguel Zerecero, Marco Vega, Erick Lahura and Ramon Moreno

461: A policy model to analyze macroprudential regulations and monetary policy

Sami Alpanda, Gino Cateau and Cesaire Meh

460: Traditional and matter-of-fact financial frictions in a DSGE model for Brazil: the role of macroprudential instruments and monetary policy

Fabia Carvalho, Marcos Castro and Silvio Costa

459: Spillovers, capital ows and prudential regulation in small open economies

Paul Castillo, Cesar Carrera, Marco Ortiz and Hugo Vega

458: Cross-border banking and global liquidity

Valentina Bruno and Hyun Song Shin

457: The international monetary and financial system: a capital account historical perspective

Claudio Borio, Harold James and Hyun Song Shin

456: The international monetary and financial system: its Achilles heel and what to do about it

Claudio Borio

455: Filling in the Blanks: Network Structure and Interbank Contagion

Kartik Anand, Ben Craig and Goetz von Peter

454: Understanding the challenges for infrastructure finance

Torsten Ehlers

453: The FRBNY Staff Underlying Inflation Gauge: UIG

Marlene Amstad, Simon Potter and Robert Rich

452: A shadow policy rate to calibrate US monetary policy at the zero lower bound

Marco Lombardi and Feng Zhu

451: Measuring Economic Slack: A Forecast-Based Approach with Applications to Economies in Asia and the Pacific

James Morley

450: Globalisation, pass-through and the optimal policy response to exchange rates

Michael Devereux and James Yetman

449: Credit Growth, Monetary Policy, and Economic Activity in a Three-Regime TVAR Model

Stefan Avdjiev and Zheng Zeng

448: The exit from non-conventional monetary policy: what challenges?

Philip Turner

447: Trade linkages and the globalisation of inflation in Asia and the Pacific

Raphael Auer and Aaron Mehrotra

446: One currency, two markets: the renminbi’s growing influence in Asia-Pacific

Chang Shu, Dong He and Xiaoqiang Cheng

445: Foreign exchange intervention and the banking system balance sheet in emerging market economies

Blaise Gadanecz, Aaron Mehrotra and Madhusudan Mohanty

444: Reforming the international monetary system in the 1970s and 2000s: would an SDR substitution account have worked?

Robert McCauley and Catherine Schenk

443: Banks and capital requirements: channels of adjustment

Benjamin Cohen and Michela Scatigna

442: A parsimonious approach to incorporating economic information in measures of potential output

Claudio Borio, Piti Disyatat and John Juselius

441: The global long-term interest rate, financial risks and policy choices in EMEs

Philip Turner

440: Monetary policy and financial stability: what role in prevention and recovery?

Claudio Borio

439: On the economics of committed liquidity facilities

Morten Bech and Todd Keister

438: Asia’s decoupling: fact, forecast or fiction?

Lillie Lam and James Yetman

437: International monetary policy coordination: past, present and future

John Taylor

436: Global spillovers and domestic monetary policy

Menzie Chinn

435: Is monetary policy overburdened?

Athanasios Orphanides

434: Cyclical macroeconomic policy, financial regulation and economic growth

Philippe Aghion and Enisse Kharroubi

433: Can non-interest rate policies stabilise housing markets? Evidence from a panel of 57 economies

Kenneth Kuttner and Ilhyock Shim

432: Liquidity regulation and the implementation of monetary policy

Morten Bech and Todd Keister

431: Transmitting global liquidity to East Asia: policy rates, bond yields, currencies and dollar credit

Dong He and Robert McCauley

430: Asymmetric effects of FOREX intervention using intraday data: evidence from Peru

Erick Lahura and Marco Vega

429: On central bank interventions in the Mexican peso/dollar foreign exchange market

Santiago Garcia-Verdu and Miguel Zerecero

428: The impact of pre-announced day-to-day interventions on the Colombian exchange rate

Juan Echavarría, Luis Melo-Velandia, Santiago Téllez and Mauricio Villamizar-Villegas

427: Interventions and inflation expectations in an inflation targeting economy

Pablo Pincheira

426: Order Flow and the Real: Indirect Evidence of the Effectiveness of Sterilized Interventions

Emanuel Kohlscheen

425: The response of tail risk perceptions to unconventional monetary policy

Masazumi Hattori, Andreas Schrimpf and Vladyslav Sushko

424: Global and euro imbalances: China and Germany

Guonan Ma and Robert McCauley

423: Intraday dynamics of euro area sovereign CDS and bonds

Jacob Gyntelberg, Peter Hördahl, Kristyna Ters and Jörg Urban

422: Measuring bank competition in China: a comparison of new versus conventional approaches applied to loan markets

Bing Xu, Adrian Rixtel and Michiel Van Leuvensteijn

421: Evaluating early warning indicators of banking crises: Satisfying policy requirements

Mathias Drehmann

420: On the correlation between commodity and equity returns: implications for portfolio allocation

Marco Lombardi

419: Caveat creditor

Philip Turner

418: Should monetary policy lean against the wind? - an analysis based on a DSGE model with banking

Leonardo Gambacorta and Federico Signoretti

417: Relationship and Transaction Lending in a Crisis

Patrick Bolton, Xavier Freixas, Leonardo Gambacorta and Paolo Emilio Mistrulli

416: Credit and growth after financial crises

Elod Takats and Christian Upper

415: The interest rate effects of government debt maturity

Jagjit Chadha, Philip Turner and Fabrizio Zampolli

414: Foreign exchange intervention and expectation in emerging economies

Ken Miyajima